+106.9%
SLV vs XLB
+29.2%
+77.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.4% |
| 7D | +5.1% | -1.5% | +6.6% | +6.2% |
| 30D | -12.9% | +6.1% | -19.0% | -16.5% |
| 3M | -16.1% | 0.0% | -16.1% | -16.1% |
| 6M | -33.2% | 0.0% | -33.1% | -33.0% |
| YTD | -27.2% | +16.0% | -43.3% | -32.0% |
| 1Y | +7.6% | +24.7% | -17.1% | -2.8% |
| 3Y | +122.3% | +40.4% | +82.0% | +89.4% |
| All | +106.9% | +29.2% | +77.7% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling